The RATS Software Forum

Dear; Thanks for valuable guidance. I have tried the time in outer loop then it works for me. The following is used for selection of order of ARMA model for forecasting of 176th period. The order which is most repeating in sub samples is selected for final forecasting i.e 176th period. I have opted ...

Dear Tom Doan: Thanks for your help but I think I am not able to clear my problem. Let me put in this way. Basically I want to Select an ARMA Model using Loop, but my objective is TWO fold. I can use the following command for the selection of AR and MA term for the WHOLE sample period (2000:1 to 201...

Thanks for this. I have gotten the MSPE with the "...." strings.

Further,i also want to compare the 1-step ahead mean square prediction errors for an AR(3) and ARMA(2,3) and ARMA(0,4). Then for adding the MA term in above program what will be the procedure.

Guide me about this.

Dear; I wanted to compare the 1-step ahead mean square prediction errors for an AR(1) and an AR(2) model of Automobile. For this I have written the following: set f_ar1 = 0. set f_ar2 = 0. do i = 100,168 lin(noprint,define=ar1) Automobile 3 i; # constant Automobile {1} forecast 1 1 # ar1 f_ar1 lin(n...